BGC Group Inc (BGC)
8.215
+0.14
(+1.80%)
USD |
NASDAQ |
May 03, 16:00
8.215
0.00 (0.00%)
After-Hours: 20:00
BGC Group Max Drawdown (5Y): 84.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.16% |
March 31, 2024 | 84.16% |
February 29, 2024 | 84.16% |
January 31, 2024 | 84.16% |
December 31, 2023 | 84.16% |
November 30, 2023 | 84.16% |
October 31, 2023 | 84.16% |
September 30, 2023 | 84.16% |
August 31, 2023 | 84.16% |
July 31, 2023 | 84.16% |
June 30, 2023 | 84.16% |
May 31, 2023 | 84.16% |
April 30, 2023 | 84.16% |
March 31, 2023 | 84.16% |
February 28, 2023 | 84.16% |
January 31, 2023 | 84.16% |
December 31, 2022 | 84.16% |
November 30, 2022 | 84.16% |
October 31, 2022 | 84.16% |
September 30, 2022 | 84.16% |
August 31, 2022 | 84.16% |
July 31, 2022 | 84.16% |
June 30, 2022 | 84.16% |
May 31, 2022 | 84.16% |
April 30, 2022 | 84.16% |
Date | Value |
---|---|
March 31, 2022 | 84.16% |
February 28, 2022 | 84.16% |
January 31, 2022 | 84.16% |
December 31, 2021 | 84.16% |
November 30, 2021 | 84.16% |
October 31, 2021 | 84.16% |
September 30, 2021 | 84.16% |
August 31, 2021 | 84.16% |
July 31, 2021 | 84.16% |
June 30, 2021 | 84.16% |
May 31, 2021 | 84.16% |
April 30, 2021 | 84.16% |
March 31, 2021 | 84.16% |
February 28, 2021 | 84.16% |
January 31, 2021 | 84.16% |
December 31, 2020 | 84.16% |
November 30, 2020 | 84.16% |
October 31, 2020 | 84.16% |
September 30, 2020 | 84.16% |
August 31, 2020 | 84.16% |
July 31, 2020 | 84.16% |
June 30, 2020 | 84.16% |
May 31, 2020 | 84.16% |
April 30, 2020 | 84.16% |
March 31, 2020 | 82.50% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
69.90%
Minimum
May 2019
84.16%
Maximum
Apr 2020
81.76%
Average
84.16%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Riot Platforms Inc | 98.32% |
Morgan Stanley | 51.33% |
MarketAxess Holdings Inc | 65.09% |
Siebert Financial Corp | 94.06% |
Mawson Infrastructure Group Inc | 99.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.846 |
Beta (5Y) | 1.500 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.30% |
Historical Sharpe Ratio (5Y) | 0.1958 |
Historical Sortino (5Y) | 0.2944 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.36% |